[quick pause as Roxas rummages through his bag to pull out the box where he's keeping his badges, at least until he finds a better place to put them. He takes out his Zephyr badge, and shoves Sparky out the of the way so he can have the screen]

This is a badge. A lot of the towns and cities have pokemon gyms. You challenge the gym leader to a battle, and if you beat him, you get a gym badge. I think once you have eight, you can challenge the champion!